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SIAM Journal on Control and Optimization

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Volume 22, Issue 6, pp. 817-978

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Algebraic and Geometric Methods in Nonlinear Filtering

Steven I. Marcus

pp. 817-844

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A New Procedure for Stochastic Realization of Spectral Density Matrices

A. J. van der Schaft and J. C. Willems

pp. 845-855

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Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

Ioannis Karatzas and Steven E. Shreve

pp. 856-877

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Approximation of Itô Integrals Arising in Stochastic Time-Delayed Systems

Arunabha Bagchi

pp. 878-888

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$H$-Controllability and Observability of Linear Periodic Systems

Sergio Bittanti, Patrizio Colaneri, and Guido Guardabassi

pp. 889-893

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Existence of Value in Generalized Pursuit-Evasion Games

L. S. Zaremba

pp. 894-901

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An $O(N^3 )$ Algorithm for Optimal Replacement Problems

Shmuel Gal

pp. 902-910

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Hypercausal Linear Operators

Alan Hopenwasser

pp. 911-919

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Stochastic Production Planning with Production Constraints

A. Bensoussan, S. P. Sethi, R. Vickson, and N. Derzko

pp. 920-935

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Two-Metric Projection Methods for Constrained Optimization

Eli M. Gafni and Dimitri P. Bertsekas

pp. 936-964

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On Minimum Cost Per Unit Time Control of Markov Chains

Vivek S. Borkar

pp. 965-978

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